Risky substance use (RSU) is common among people with chronic pain and is associated with worse pain treatment outcomes. Nonopioid treatment is recommended, but it is unknown whether people with RSU use different or fewer pain treatment modalities. This study describes use of different pain treatments by veterans with and without RSU and those receiving versus not receiving opioid medication. Veterans (N = 924) who filed service-connected disability claims related to musculoskeletal conditions and rated their pain four or higher on the Numeric Rating Scale, reported on 25 different pain services in the preceding 90 days. Recent RSU was identified via Alcohol, Smoking, and Substance Involvement Test (ASSIST) cutoffs and/or nail sample toxicology. Overall, RSU was not associated with number of provider-delivered or self-delivered pain modalities. Over-the-counter medications (71%), self-structured exercise (69%), and nonopioid prescription medications (38%) were the most used modalities. Veterans receiving prescribed opioids (8.4%) were more likely to see primary care, receive injections, and attend exercise and/or meditation classes, compared to those without opioid prescriptions. Opioid and nonopioid pain treatment utilization did not differ based on RSU, and those prescribed opioids were more likely to engage in other nonopioid pain treatments. Regardless of RSU, veterans appear willing to try provider-delivered (58%) and self-delivered (79%) pain treatment. In this first-ever evaluation of 25 different pain treatment modalities among veterans with and without RSU, people with RSU did not use less treatment modalities.